-94.0%
FAMI vs SPY
+12.3%
-106.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.5% |
| 7D | -10.0% | +0.1% | -10.1% | -9.6% |
| 30D | -25.0% | -3.3% | -21.7% | -23.3% |
| 3M | -43.8% | -2.4% | -41.3% | -42.8% |
| 6M | -92.4% | +2.6% | -94.9% | -92.6% |
| YTD | -92.9% | +11.2% | -104.2% | -93.7% |
| All | -94.0% | +12.3% | -106.3% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling